+25.8%
TMO vs FERG
+0.8%
+25.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.3% |
| 7D | -1.4% | 0.0% | -1.3% | -1.4% |
| 30D | +6.2% | -10.2% | +16.4% | +9.0% |
| 3M | +27.5% | -0.6% | +28.0% | +26.8% |
| 6M | +20.0% | -6.5% | +26.5% | +21.0% |
| YTD | +6.1% | +4.2% | +2.0% | +3.9% |
| 1Y | +25.8% | -2.3% | +28.1% | +25.0% |
| All | +25.8% | +0.8% | +25.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling